52 lines
2.1 KiB
JavaScript
52 lines
2.1 KiB
JavaScript
const { toUnit } = require('lamassu-coins')
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const _ = require('lodash/fp')
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const ccxt = require('ccxt')
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const { buildMarket, ALL, isConfigValid } = require('../common/ccxt')
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const { ORDER_TYPES } = require('./consts')
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const DEFAULT_PRICE_PRECISION = 2
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const DEFAULT_AMOUNT_PRECISION = 8
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function trade (side, account, tradeEntry, exchangeName) {
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const { cryptoAtoms, fiatCode, cryptoCode, tradeId } = tradeEntry
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try {
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const exchangeConfig = ALL[exchangeName]
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if (!exchangeConfig) throw Error('Exchange configuration not found')
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const { CUSTOM_KEY, loadOptions, loadConfig = _.noop, REQUIRED_CONFIG_FIELDS, ORDER_TYPE, AMOUNT_PRECISION } = exchangeConfig
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if (!isConfigValid(account, REQUIRED_CONFIG_FIELDS)) throw Error('Invalid config')
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const symbol = buildMarket(fiatCode, cryptoCode, exchangeName)
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const precision = _.defaultTo(DEFAULT_AMOUNT_PRECISION, AMOUNT_PRECISION)
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const amount = toUnit(cryptoAtoms, cryptoCode).toFixed(precision)
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const accountOptions = _.isFunction(loadOptions) ? loadOptions(account) : {}
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const withCustomKey = CUSTOM_KEY ? { [CUSTOM_KEY]: tradeId } : {}
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const options = _.assign(accountOptions, withCustomKey)
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const exchange = new ccxt[exchangeName](loadConfig(account))
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if (ORDER_TYPE === ORDER_TYPES.MARKET) {
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return exchange.createOrder(symbol, ORDER_TYPES.MARKET, side, amount, null, options)
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}
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return exchange.fetchOrderBook(symbol)
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.then(orderBook => {
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const price = calculatePrice(side, amount, orderBook).toFixed(DEFAULT_PRICE_PRECISION)
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return exchange.createOrder(symbol, ORDER_TYPES.LIMIT, side, amount, price, options)
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})
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} catch (e) {
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return Promise.reject(e)
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}
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}
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function calculatePrice (side, amount, orderBook) {
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const book = side === 'buy' ? 'asks' : 'bids'
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let collected = 0.0
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for (const entry of orderBook[book]) {
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collected += parseFloat(entry[1])
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if (collected >= amount) return parseFloat(entry[0])
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}
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throw new Error('Insufficient market depth')
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}
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module.exports = { trade }
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